elasticnet
Last updated: 2022-03-17
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ampel-leipzig-meld/
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| File | Version | Author | Date | Message |
|---|---|---|---|---|
| Rmd | 057f935 | Sebastian Gibb | 2022-03-17 | feat: add elastic net bootstrap and timeROC evaluations |
library("targets")
library("ameld")
library("viridisLite")
tar_load(arcvob)
tar_load(bootrcv)
tar_load(bootarcv)
#tar_load(bootarcv9)
tar_load(amelddata)
tar_load(ameldcfg)
tar_load(zlog_data)1 Tuning alpha
arcvob
Call: arcv.glmnet(x = amelddata$x, y = amelddata$y, alpha = ameldcfg$alpha, nrepcv = ameldcfg$nrepcv, nfolds = ameldcfg$nfolds, balanced = TRUE, family = "cox", standardize = ameldcfg$standardize, trace.it = FALSE)
Models: 11
Alpha: 0 0.001 0.008 0.027 0.064 0.125 0.216 0.343 0.512 0.729 1
Number of CV for Lambda: 3
Number of repeated CV for Lambda: 100
Measure: Partial Likelihood Deviance
Lambda min:
Alpha Lambda Index Measure SE Nonzero
[1,] 0.000 1.09708 71 9.024 0.2846 42
[2,] 0.001 1.09708 71 9.024 0.2844 37
[3,] 0.008 0.96746 50 9.022 0.2844 26
[4,] 0.027 0.79764 39 9.024 0.2838 19
[5,] 0.064 0.53581 34 9.039 0.2858 18
[6,] 0.125 0.39801 30 9.059 0.2860 16
[7,] 0.216 0.27743 28 9.076 0.2868 12
[8,] 0.343 0.19174 27 9.092 0.2880 11
[9,] 0.512 0.14098 26 9.107 0.2877 9
[10,] 0.729 0.09901 26 9.120 0.2900 9
[11,] 1.000 0.07218 26 9.129 0.2919 9
Lambda 1se:
Alpha Lambda Index Measure SE Nonzero
[1,] 0.000 4.4290 56 9.286 0.2606 42
[2,] 0.001 4.4290 56 9.297 0.2598 33
[3,] 0.008 3.5587 36 9.274 0.2601 23
[4,] 0.027 2.6734 26 9.297 0.2575 17
[5,] 0.064 1.7958 21 9.301 0.2576 12
[6,] 0.125 1.2155 18 9.323 0.2579 10
[7,] 0.216 0.7720 17 9.307 0.2621 9
[8,] 0.343 0.5335 16 9.328 0.2633 8
[9,] 0.512 0.3923 15 9.370 0.2635 6
[10,] 0.729 0.2755 15 9.364 0.2649 6
[11,] 1.000 0.2008 15 9.364 0.2658 6plot(arcvob)
plot(arcvob, what = "lambda.min")
plot(arcvob, what = "lambda.1se")
2 Bootstrapping
2.1 rcv.glmnet
plot(bootrcv, what = "calibration")
ps <- lapply(
zlog_data[paste0("SurvProbMeld", c("Unos", "NaUnos", "Plus7"))],
function(p) {
ctpnts <- cutpoints(p, n = ameldcfg$m)
f <- cut(p, ctpnts, include.lowest = TRUE)
list(
predicted = groupmean(p, f = f),
observed = observed_survival(
amelddata$y, f = f, times = ameldcfg$times
)
)
}
)
names(ps) <- c("MELD", "MELD-Na", "MELD-Plus7")
col <- viridisLite::viridis(6)[4:6]
for (i in seq_along(ps)) {
lines(
ps[[i]]$predicted, ps[[i]]$observed, col = col[i], type = "b", pch = 19
)
}
legend("topleft", col = col, legend = names(ps), pch = 19, bty = "n")
plot(bootrcv, what = "selected", cex = 0.5)
plot(bootrcv$fit$glmnet.fit, xvar = "norm")
plot(bootrcv$fit$glmnet.fit, xvar = "lambda")
plot(bootrcv$fit$glmnet.fit, xvar = "dev")
2.2 arcv.glmnet
a <- c(table(sapply(bootarcv$models, function(m)m$fit$alpha)))
plot(bootarcv, what = "calibration")
plot(bootarcv, what = "selected")
plot_dots(a, main = "Selected Alpha Values")
2.3 arcv9.glmnet
#a <- c(table(sapply(bootarcv9$models, function(m)m$fit$alpha)))
#plot(bootarcv9 , what = "calibration")
#plot(bootarcv9, what = "selected")
#plot_dots(a, main = "Selected Alpha Values")
sessionInfo()R version 4.1.2 (2021-11-01)
Platform: x86_64-unknown-linux-gnu (64-bit)
Matrix products: default
BLAS/LAPACK: /gnu/store/ras6dprsw3wm3swk23jjp8ww5dwxj333-openblas-0.3.18/lib/libopenblasp-r0.3.18.so
locale:
[1] LC_CTYPE=de_DE.UTF-8 LC_NUMERIC=C
[3] LC_TIME=de_DE.UTF-8 LC_COLLATE=de_DE.UTF-8
[5] LC_MONETARY=de_DE.UTF-8 LC_MESSAGES=de_DE.UTF-8
[7] LC_PAPER=de_DE.UTF-8 LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=de_DE.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] viridisLite_0.4.0 ameld_0.0.20 survival_3.2-13 glmnet_4.1-3
[5] Matrix_1.4-0 targets_0.10.0
loaded via a namespace (and not attached):
[1] shape_1.4.6 tidyselect_1.1.1 xfun_0.29 purrr_0.3.4
[5] splines_4.1.2 lattice_0.20-45 vctrs_0.3.8 htmltools_0.5.2
[9] yaml_2.2.2 utf8_1.2.2 rlang_1.0.0 jquerylib_0.1.4
[13] later_1.3.0 pillar_1.6.5 glue_1.6.1 withr_2.4.3
[17] foreach_1.5.1 lifecycle_1.0.1 stringr_1.4.0 workflowr_1.7.0
[21] codetools_0.2-18 evaluate_0.14 knitr_1.37 callr_3.7.0
[25] fastmap_1.1.0 httpuv_1.6.5 ps_1.6.0 fansi_1.0.2
[29] highr_0.9 Rcpp_1.0.8 promises_1.2.0.1 backports_1.4.1
[33] fs_1.5.2 digest_0.6.29 stringi_1.7.6 bookdown_0.24
[37] processx_3.5.2 rprojroot_2.0.2 grid_4.1.2 cli_3.1.1
[41] tools_4.1.2 magrittr_2.0.2 base64url_1.4 tibble_3.1.6
[45] crayon_1.4.2 whisker_0.4 pkgconfig_2.0.3 ellipsis_0.3.2
[49] data.table_1.14.2 rmarkdown_2.11 iterators_1.0.13 R6_2.5.1
[53] igraph_1.2.11 git2r_0.29.0 compiler_4.1.2